JPMorgan Asset Management - Internal Client Advisor 

United States, New York 

946158472

As an Quant researcher, you’ll contribute to the firm’s Strategic Indices business by working closely with Traders, Structuring, and Technology.

Job Responsibilities:

• Responsible for developing and optimizing quantitative trading strategies, using mathematical models, statistical analysis, and machine learning algorithms to uncover market opportunities and improve investment returns;
• Analyze market trends and data patterns to identify potential trading opportunities and develop new quantitative trading strategies;
• Build strategy frameworks using mathematical models and machine learning algorithms (such as regression analysis, neural networks), and perform parameter optimization;
• Apply portfolio optimization techniques (mean-variance/risk parity/Black-Litterman) to construct stock portfolios;
• Explore the application of machine learning (graph neural networks/Transformer) and high-frequency signal processing in stock strategies.

Required qualifications, skills, and capabilities:

• Bachelor's degree or higher in computer science, mathematics, statistics, physics, financial engineering or related fields, master's or doctorate preferred;
• Proficient in C++/Python, familiar with development in Linux environment, with experience in high-performance computing;
• Excellent teamwork and communication skills, able to work closely with quantitative researchers, traders and others.
• Fulfilment of all necessary licenses (or any other licenses / qualifications as required) for carrying out regulated activities